+67.7%
T vs ED
+67.1%
+0.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +11.4% | -0.1% | +11.5% | +11.4% |
| 3M | +14.3% | +3.9% | +10.4% | +12.1% |
| 6M | -9.3% | -3.0% | -6.2% | -8.0% |
| YTD | +7.1% | +10.7% | -3.6% | +1.7% |
| 1Y | -9.1% | +13.3% | -22.4% | -14.8% |
| 3Y | +105.3% | +34.5% | +70.8% | +77.3% |
| All | +67.7% | +67.1% | +0.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling